+400.4%
ALAB vs ILMN
+69.1%
+331.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.6% | +11.3% | +10.2% |
| 7D | +7.2% | +1.2% | +6.0% | +6.8% |
| 30D | -2.5% | +9.2% | -11.7% | -5.5% |
| 3M | -13.3% | +29.8% | -43.2% | -20.3% |
| 6M | +172.8% | +69.2% | +103.6% | +130.6% |
| YTD | +86.6% | +66.4% | +20.2% | +56.3% |
| 1Y | +65.2% | +123.4% | -58.3% | +23.3% |
| All | +400.4% | +69.1% | +331.3% | +250.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling